IWY
iShares Russell Top 200 Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for IWY (iShares Russell Top 200 Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.8% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.7%, compared to a Buy-and-Hold benchmark return of 17.5%. The strategy executed 44 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for IWY:
Excess Return MMA Active Model
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for IWY:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ IWY Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-26.8% (vs -32.7% B&H)
+5.9% shallower drawdown
Downside Efficiency
1.16 Sortino
+0.10 vs 1.06 B&H
Capital Sheltered from Risk
12.7% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 IWY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -12.38% | -16.63% | -26.80% | -32.68% | -26.80% | -32.68% | -26.80% | -32.68% |
| Sharpe Ratio | 0.02 | 0.41 | 0.45 | 0.55 | 0.94 | 0.81 | 0.92 | 0.85 |
| Sortino Ratio | 0.03 | 0.65 | 0.60 | 0.78 | 1.18 | 1.01 | 1.16 | 1.06 |
| CAGR | 0.30% | 7.67% | 7.42% | 12.76% | 16.44% | 18.79% | 14.73% | 17.52% |
| % Time Invested | 86.9% | 100.0% | 78.0% | 100.0% | 85.6% | 100.0% | 87.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 4.0 | 0.0 | 3.2 | 0.0 | 2.9 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for IWY... Top Diversifiers for IWY
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2026-04-15 | 2026-07-02 | Completed | 33.33% | $269.65 | $287.90 | 6.71% | Signal | |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-24 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $203.92 | $242.56 | 18.89% | Stop | |
| 2025-09-05 | 2026-03-23 | Completed | 33.33% | $262.34 | $253.42 | -3.45% | Stop | |
| 2025-07-09 | 2026-02-24 | Completed | 33.33% | $246.70 | $261.02 | 5.75% | Signal | |
| 2025-07-23 | 2025-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2025-05-01 | 2025-07-23 | Completed | 33.33% | $216.91 | $251.25 | 15.77% | Signal | |
| 2025-04-04 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $208.54 | $197.05 | -5.56% | Stop | |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $208.54 | $195.29 | -6.40% | Signal | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 33.33% | $213.17 | $208.89 | -2.06% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $213.17 | $210.71 | -1.20% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $213.17 | $210.71 | -1.20% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-28 | 2024-08-06 | Completed | 33.33% | $174.22 | $194.30 | 11.47% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $124.06 | $194.30 | 56.54% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $124.06 | $194.30 | 56.54% | Stop | |
| 2023-12-05 | 2023-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-12-05 | Completed | 33.33% | $124.06 | $164.80 | 32.77% | Signal | |
| 2022-11-04 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-11-03 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2022-04-27 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2022-10-18 | 2022-11-04 | Completed | 33.33% | $121.78 | $117.68 | -3.41% | Signal | |
| 2022-10-07 | 2022-11-03 | Completed | 33.33% | $120.43 | $116.77 | -3.08% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-11 | 2022-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2022-06-01 | 2022-09-26 | Completed | 33.33% | $134.07 | $120.53 | -10.15% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-09 | Completed | 33.33% | $151.64 | $131.76 | -13.16% | Stop | |
| 2022-02-16 | 2022-04-27 | Completed | 33.33% | $151.64 | $137.33 | -9.48% | Stop | |
| 2022-02-16 | 2022-03-11 | Completed | 33.33% | $151.64 | $143.28 | -5.56% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-10-14 | 2022-01-25 | Completed | 33.33% | $123.65 | $147.38 | 19.13% | Stop | |
| 2020-10-14 | 2022-01-25 | Completed | 33.33% | $123.65 | $147.38 | 19.13% | Stop | |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $74.66 | $147.38 | 97.30% | Stop | |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-03 | 2020-09-22 | Completed | 33.33% | $99.87 | $114.42 | 14.52% | Stop | |
| 2020-03-23 | 2020-09-22 | Completed | 33.33% | $71.59 | $114.42 | 59.75% | Stop | |
| 2020-04-29 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-29 | Completed | 33.33% | $71.59 | $91.85 | 28.24% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $70.05 | $89.93 | 28.31% | Stop | |
| 2019-03-21 | 2020-02-28 | Completed | 33.33% | $77.57 | $85.33 | 9.94% | Stop | |
| 2019-03-20 | 2020-02-28 | Completed | 33.33% | $77.61 | $85.33 | 9.89% | Stop | |
| 2019-02-27 | 2019-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-04 | 2019-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2019-01-17 | 2019-02-27 | Completed | 33.33% | $70.77 | $75.86 | 7.13% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $70.72 | $64.15 | -9.34% | Stop | |
| 2015-09-17 | 2018-12-20 | Completed | 33.33% | $46.64 | $67.38 | 44.40% | Stop | |
| 2018-11-21 | 2018-12-04 | Completed | 33.33% | $70.72 | $74.91 | 5.87% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-18 | 2018-10-30 | Completed | 33.33% | $48.58 | $71.22 | 46.53% | Stop | |
| 2016-03-18 | 2018-10-30 | Completed | 33.33% | $48.58 | $71.22 | 46.53% | Stop | |
| 2016-02-12 | 2016-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-01-27 | 2016-03-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-12-02 | 2016-02-12 | Completed | 33.33% | $49.82 | $44.23 | -11.27% | Stop | |
| 2015-09-17 | 2016-01-27 | Completed | 33.33% | $46.64 | $45.69 | -2.09% | Signal | |
| 2015-09-21 | 2015-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-09-21 | Completed | 33.33% | $46.64 | $46.44 | -0.48% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-13 | 2015-08-25 | Completed | 33.33% | $31.56 | $45.40 | 43.80% | Stop | |
| 2012-02-17 | 2015-08-25 | Completed | 33.33% | $28.67 | $45.40 | 58.26% | Stop | |
| 2011-09-21 | 2015-08-25 | Completed | 33.33% | $25.41 | $45.40 | 78.61% | Stop | |
| 2013-01-10 | 2013-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-31 | 2013-01-10 | Completed | 33.33% | $30.37 | $31.00 | 2.04% | Signal | |
| 2012-07-19 | 2012-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-12 | 2012-07-19 | Completed | 33.33% | $26.11 | $29.47 | 12.78% | Signal | |
| 2011-10-25 | 2012-02-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-09-19 | 2011-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-09-21 | 2011-10-25 | Completed | 33.33% | $25.41 | $26.10 | 2.67% | Signal | |
| 2011-09-19 | 2011-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-09-19 | 2011-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |